XLF Option Chain

End of day data from January 22, 2021 for XLF options expiring on January 29, 2021.

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|USD |XLF: $30.31 | |Latest Data |Download CSV
SymbolTypeStrikeLastBid / SizeAsk / SizeVolumeOIIVDeltaThetaGammaVegaRho
XLF29Jan21C31.00CALL31.00$0.16$0.15 / 4$0.19 / 6354,02616,38423.959634%0.279927-0.0238450.2915110.0151000.001817
XLF29Jan21C31.50CALL31.50$0.08$0.07 / 60$0.10 / 1017,58195,58924.878649%0.157905-0.0171560.2089340.0108230.001028
XLF29Jan21P30.50PUT30.50$0.46$0.44 / 67$0.54 / 196,27818,99921.182027%-0.561647-0.0292910.3412860.017678-0.003856
XLF29Jan21P28.00PUT28.00$0.01$0.02 / 50$0.03 / 483,1913,65131.407780%-0.018310-0.0032690.0389080.002015-0.000123
XLF29Jan21C30.50CALL30.50$0.32$0.28 / 69$0.34 / 921,6372,68922.455593%0.437929-0.0277460.3412860.0176780.002829
XLF29Jan21P30.00PUT30.00$0.22$0.21 / 225$0.26 / 721,4582,59720.478935%-0.390241-0.0282800.3323330.017215-0.002664
XLF29Jan21P29.50PUT29.50$0.09$0.08 / 154$0.10 / 19797,41820.106945%-0.235796-0.0225720.2666570.013813-0.001602
XLF29Jan21C30.00CALL30.00$0.58$0.48 / 307$0.62 / 1478981,27721.505418%0.609335-0.0267350.3323330.0172150.003912
XLF29Jan21P29.00PUT29.00$0.04$0.02 / 206$0.04 / 1080195820.495536%-0.121268-0.0147250.1745570.009042-0.000821
XLF29Jan21P31.00PUT31.00$0.80$0.73 / 221$0.94 / 2485711,88921.352360%-0.719648-0.0253890.2915110.015100-0.004978
XLF29Jan21C32.00CALL32.00$0.05$0.03 / 48$0.05 / 1031634,85725.694690%0.078306-0.0104310.1267040.0065630.000511
XLF29Jan21P31.50PUT31.50$1.23$1.15 / 95$1.42 / 1912242,59624.652895%-0.841671-0.0186990.2089340.010823-0.005876
XLF29Jan21C33.00CALL33.00$0.02$0.01 / 276$0.03 / 10916956,16331.668642%0.013058-0.0024040.0291100.0015080.000086
XLF29Jan21C29.50CALL29.50$0.95$0.79 / 200$1.08 / 3041295,41223.869732%0.763780-0.0210250.2666570.0138130.004864
XLF29Jan21C29.00CALL29.00$1.40$1.21 / 152$1.49 / 2321292,99623.639291%0.878308-0.0131770.1745570.0090420.005535
XLF29Jan21P32.00PUT32.00$1.67$1.56 / 140$1.90 / 240871,35723.636164%-0.921270-0.0119730.1267040.006563-0.006502
XLF29Jan21C33.50CALL33.50$0.02$0.01 / 140$0.02 / 10612,66734.471756%0.004405-0.0009250.0111880.0005800.000029
XLF29Jan21C32.50CALL32.50$0.03$0.01 / 322$0.03 / 35012,68326.997506%0.034105-0.0054040.0655230.0033940.000223
XLF29Jan21P28.50PUT28.50$0.03$0.01 / 16$0.03 / 819352,37224.464487%-0.052051-0.0077630.0922420.004778-0.000351
XLF29Jan21C28.50CALL28.50$1.72$1.22 / 41$2.00 / 412541829.654954%0.947524-0.0062140.0922420.0047780.005895
XLF29Jan21C34.00CALL34.00$0.02$0.01 / 103$0.02 / 32158638.659401%0.001314-0.0003100.0037450.0001940.000009
XLF29Jan21C27.00CALL27.00$3.30$2.33 / 41$4.70 / 37192372.048796%0.9984120.0012710.0033520.0001740.005910
XLF29Jan21C26.50CALL26.50$3.75$1.50 / 38$6.40 / 5116572.238930%0.9993720.0014970.0006670.0000350.005807
XLF29Jan21P27.00PUT27.00$0.03$0.01 / 8$0.06 / 204141,02745.674304%-0.001164-0.0002810.0033520.000174-0.000008
XLF29Jan21C34.50CALL34.50$0.01$0.01 / 16$0.06 / 134104049.188876%0.000347-0.0000910.0010980.0000570.000002
XLF29Jan21C27.50CALL27.50$2.76$2.39 / 56$3.55 / 4161,12059.282825%0.9943880.0004650.0129430.0006700.005992
XLF29Jan21C28.00CALL28.00$2.27$1.77 / 56$3.45 / 31111563.949015%0.981266-0.0017190.0389080.0020150.006014
XLF29Jan21C37.50CALL37.50$0.07 / 660083.157478%0.0000010.0000000.0000010.0000000.000000
XLF29Jan21P37.50PUT37.50$6.30 / 8$8.20 / 50077.575314%-0.999576-0.0015300.0000010.000000-0.008219
XLF29Jan21C37.00CALL37.00$0.13 / 560089.909705%0.0000010.0000000.0000010.0000000.000000
XLF29Jan21P37.00PUT37.00$6.00 / 17$7.70 / 120092.598822%-0.999576-0.0015310.0000010.000000-0.008109
XLF29Jan21C36.50CALL36.50$0.19 / 660093.525391%0.0000010.0000000.0000020.0000000.000000
XLF29Jan21P36.50PUT36.50$5.40 / 12$7.05 / 120061.508543%-0.999575-0.0015330.0000020.000000-0.008000
XLF29Jan21C35.50CALL35.50$0.06$0.15 / 480278.343011%0.000017-0.0000050.0000650.0000030.000000
XLF29Jan21P35.50PUT35.50$4.25 / 5$6.40 / 90074.586450%-0.999558-0.0015400.0000650.000003-0.007781
XLF29Jan21C35.00CALL35.00$0.03$0.01 / 250$0.08 / 7503356.068709%0.000082-0.0000240.0002840.0000150.000001
XLF29Jan21P35.00PUT35.00$4.05$4.20 / 110$4.70 / 10136.708499%-0.999494-0.0015590.0002840.000015-0.007671
XLF29Jan21P34.50PUT34.50$3.15 / 1$5.35 / 10052.166975%-0.999228-0.0016270.0010980.000057-0.007559
XLF29Jan21P34.00PUT34.00$2.88$2.95 / 24$4.05 / 280538.756044%-0.998262-0.0018470.0037450.000194-0.007443
XLF29Jan21P33.50PUT33.50$0.96 / 18$5.50 / 140038.309226%-0.995170-0.0024640.0111880.000580-0.007313
XLF29Jan21P33.00PUT33.00$2.20$2.26 / 14$3.10 / 2009622.596594%-0.986517-0.0039440.0291100.001508-0.007147
XLF29Jan21P32.50PUT32.50$1.37$1.60 / 28$2.55 / 3201722.095481%-0.965471-0.0069450.0655230.003394-0.006900
XLF29Jan21P27.50PUT27.50$0.03$0.01 / 21$0.07 / 12053540.771997%-0.005188-0.0010860.0129430.000670-0.000035
XLF29Jan21P26.50PUT26.50$0.02$0.11 / 70013466.277442%-0.000203-0.0000560.0006670.000035-0.000001
XLF29Jan21P26.00PUT26.00$0.03$0.01 / 10001,76247.279427%-0.000027-0.0000080.0001000.0000050.000000
XLF29Jan21C26.00CALL26.00$4.70$3.75 / 22$5.55 / 11038102.867426%0.9995480.0015460.0001000.0000050.005698
XLF29Jan21P25.50PUT25.50$0.01$0.01 / 100019952.483093%-0.000003-0.0000010.0000110.0000010.000000
XLF29Jan21C25.50CALL25.50$5.15$4.45 / 7$5.25 / 6050668.739954%0.9995730.0015540.0000110.0000010.005589
XLF29Jan21C25.00CALL25.00$5.70$3.00 / 26$7.90 / 2107194.997773%0.9995750.0015560.0000010.0000000.005479
XLF29Jan21P25.00PUT25.00$0.01$0.01 / 10001,02857.739548%-0.0000010.0000000.0000010.0000000.000000
XLF29Jan21C24.50CALL24.50$6.25$3.70 / 5$8.25 / 5085106.662829%0.9995760.0015570.0000010.0000000.005370
XLF29Jan21P24.50PUT24.50$0.17 / 3800105.501018%-0.0000010.0000000.0000010.0000000.000000
XLF29Jan21C24.00CALL24.00$6.95$5.45 / 13$7.50 / 110315114.614354%0.9995760.0015580.0000010.0000000.005260
XLF29Jan21P24.00PUT24.00$0.02$0.16 / 76026111.719968%-0.0000010.0000000.0000010.0000000.000000
XLF29Jan21P23.50PUT23.50$0.01$0.15 / 61030117.807997%-0.0000010.0000000.0000010.0000000.000000
XLF29Jan21C23.50CALL23.50$7.20$6.10 / 8$8.00 / 8053134.327922%0.9995760.0015590.0000010.0000000.005151
XLF29Jan21P23.00PUT23.00$0.04$0.17 / 4802129.453312%-0.0000010.0000000.0000010.0000000.000000
XLF29Jan21C23.00CALL23.00$6.20$6.90 / 15$8.45 / 1002160.161554%0.9995760.0015600.0000010.0000000.005041
XLF29Jan21P22.50PUT22.50$0.02$0.15 / 42017133.741499%-0.0000010.0000000.0000010.0000000.000000
XLF29Jan21C22.50CALL22.50$7.15 / 5$8.90 / 800147.757895%0.9995760.0015610.0000010.0000000.004931
XLF29Jan21P22.00PUT22.00$0.01$0.16 / 70019143.955818%0.0000010.0000000.0000010.0000000.000000
XLF29Jan21C22.00CALL22.00$7.30$7.70 / 9$9.25 / 903147.428780%0.9995760.0015620.0000010.0000000.004822
XLF29Jan21C21.50CALL21.50$8.10 / 5$10.10 / 800177.876206%0.9995760.0015630.0000010.0000000.004712
XLF29Jan21P21.50PUT21.50$0.03$0.17 / 3801154.414442%-0.0000010.0000000.0000010.0000000.000000
XLF29Jan21C20.00CALL20.00$9.60 / 12$11.55 / 1100202.559177%0.9995760.0015660.0000010.0000000.004383
XLF29Jan21P20.00PUT20.00$0.16 / 6100178.370982%-0.0000010.0000000.0000010.0000000.000000